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Logo: Institute of Statistics/Leibniz Universität Hannover
Logo Leibniz Universität Hannover
Logo: Institute of Statistics/Leibniz Universität Hannover
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Research

The main research areas at the Institute of Statistics are theoretical and applied time series analysis. In particular, nonlinear processes and models for long-range dependencies are considered. Moreover, topics like credit and model risk are part of the research agenda. The theoretical work at the Institute covers the fields of model specification and model selection while applications are mostly concerned with issues in empirical finance.

Further information on current research projects can be found on the webpages of the members of the institute.